Qualitätsmerkmale Market Making

Date Average Spread Last Best Bid Price Last Best Ask Price Last Best Bid Volume Last Best Ask Volume Average Buy Volume Average Sell Volume Average Buy Value Average Sell Value Spreads Availability Ratio Quote Availability
20.11.2024 1.28% 0.75 CHF 0.76 CHF 300'000 100'000 300'000 100'000 232'020 CHF 78'340 CHF 99.44% 99.44%
19.11.2024 1.28% 0.76 CHF 0.77 CHF 300'000 100'000 300'000 100'000 233'365 CHF 78'788 CHF 98.95% 98.95%
18.11.2024 1.29% 0.77 CHF 0.78 CHF 300'000 100'000 300'000 100'000 231'193 CHF 78'064 CHF 97.67% 97.67%
15.11.2024 1.27% 0.77 CHF 0.78 CHF 300'000 100'000 300'000 100'000 234'562 CHF 79'187 CHF 99.44% 99.44%
14.11.2024 1.11% 0.92 CHF 0.93 CHF 300'000 100'000 300'000 100'000 269'759 CHF 90'920 CHF 99.44% 99.44%
13.11.2024 1.08% 0.90 CHF 0.91 CHF 300'000 100'000 300'000 100'000 275'310 CHF 92'770 CHF 96.92% 96.92%
12.11.2024 1.04% 0.95 CHF 0.96 CHF 300'000 100'000 300'000 100'000 286'095 CHF 96'365 CHF 96.92% 96.92%
11.11.2024 1.00% 0.99 CHF 1.00 CHF 300'000 100'000 300'000 100'000 299'175 CHF 100'725 CHF 98.87% 98.87%
08.11.2024 0.99% 0.99 CHF 1.00 CHF 300'000 100'000 300'000 100'000 300'938 CHF 101'313 CHF 93.36% 93.36%
07.11.2024 1.01% 0.98 CHF 0.99 CHF 300'000 100'000 300'000 100'000 295'910 CHF 99'637 CHF 98.70% 98.70%

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